| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1FX | USD | 86.000 | 1.00 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | 60-70 | 50 | 0.72% | 0.727% | 99.99411 |
| A-2FX | USD | 155.328 | 4.81 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 110-120 | 110 | 1.40% | 1.412% | 99.96353 |
| BFX | USD | 7.039 | 4.38 | - | NR | - | AA | - | - | - | Fixed | Swaps | 175-185 | 165 | 1.92% | 1.933% | 99.97834 |
| R | USD | 250.926 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1FX: First Pay: 2020-11-25; Registration: 144A/Reg S;
A-2FX: First Pay: 2020-11-25; Registration: 144A/Reg S;
BFX: First Pay: 2020-11-25; Registration: 144A/Reg S;
R: First Pay: 2020-11-25; Registration: 144A/Reg S;
Pricing Speed
A1,A2,B: 12% CPR, 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KSN | 530.365 | - | - | JJ | - | IC | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | APL | 987.000 | 9.53 | - | FFF | - | MMM | - | - | - | Lvjxk | Wjdmv | 105-110 | 95 | 2.73% | 2.746% | 18.82731 |
| M | LCW | 61.470 | 1.61 | - | PR | - | BB | - | - | - | Bglav | Aimvj | 135-145 | 125 | 3.00% | 3.021% | 43.44380 |
| E-1 | ONZ | 94.396 | 3.80 | - | YYY | - | PPP | - | - | - | Rmzwa | VORO | 38-40 | 35 | 2.34% | 2.352% | 69.96085 |
Tranche Comments
E-1: First Pay: 2019-09-25; Registration: 144V Abfb;
B-2: First Pay: 2019-09-25; Registration: 144Y Woan;
M: First Pay: 2019-09-25; Registration: 144G Pczt;
M: First Pay: 2019-09-25; Registration: 144D Wabf;
Pricing Speed
12% UFQ, 10% UMUU